+0.8%
NOW vs WULF
-29.7%
+30.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WULF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.1% |
| 7D | -4.1% | +15.6% | -19.7% | -5.0% |
| 30D | +2.9% | +5.7% | -2.9% | +2.3% |
| 3M | +22.6% | -32.3% | +54.9% | +24.7% |
| 6M | +7.5% | +23.7% | -16.2% | +3.9% |
| YTD | -14.4% | +49.1% | -63.5% | -19.1% |
| 1Y | -29.8% | +66.3% | -96.1% | -34.6% |
| 3Y | +9.2% | +851.7% | -842.4% | -19.8% |
| 5Y | +0.8% | -30.9% | +31.8% | -18.9% |
| All | +0.8% | -29.7% | +30.5% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WULF.
Daily Out/Under-Performance
Portfolio return minus WULF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WULF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WULF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling